+2,875.1%
GLW vs KNX
+5,194.7%
-2,319.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +8.1% |
| 7D | +14.0% | +6.4% | +7.6% | +11.9% |
| 30D | +0.4% | +1.4% | -1.0% | 0.0% |
| 3M | -11.3% | -12.0% | +0.7% | -7.7% |
| 6M | +35.1% | +25.2% | +9.9% | +26.1% |
| YTD | +90.5% | +36.6% | +54.0% | +72.6% |
| 1Y | +132.0% | +67.6% | +64.4% | +96.1% |
| 3Y | +463.3% | +40.8% | +422.5% | +388.4% |
| 5Y | +382.5% | +43.3% | +339.2% | +310.6% |
| 10Y | +837.6% | +170.1% | +667.6% | +538.5% |
| All | +2,875.1% | +5,194.7% | -2,319.6% | +1,061.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling